Xi left a comment on Momentum Strategy with Market Cap and EV/EBITDA

"Hi Jing Wu,1. I ran the Algo, and found the exit function(when current SPY price is lower than last ..."

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6 years ago

6 years ago

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Xi left a comment on Momentum Strategy with Market Cap and EV/EBITDA

"Hi Jing Wu, can I think as:self.SetHoldings(symbols, 0) & self.Liquidate(symbol) both works, eve..."

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6 years ago

6 years ago

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Xi left a comment on Momentum Strategy with Market Cap and EV/EBITDA

"Hi @Jing Wu, I clone your algorithm and do the backtest.However, I got errors all the time about the..."

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6 years ago

6 years ago